Auto-generated. This article is rebuilt from app/signals/config/alert_thresholds.json by scripts/build_alerts_kb.py. Edit the alert config and re-run the script — do not edit this file directly.

Carry Trade Unwind Critical

Alert ID: CARRY_UNWIND_CRITICAL
Category: correlation
Cross-detection: no

Severity

CRITICAL — immediate attention; extreme stress or crash setup

Trigger condition

{
  "field": "usdjpy_5d_roc",
  "op": "lt",
  "value": -5,
  "_registry_band_intentional": true,
  "_intentional_reason": "Beyond-worst-band extreme: registry's worst usdjpy_5d_roc band ends at -3.0; -5.0 represents aggressive carry-unwind tier not modeled by bands."
}

usdjpy_5d_roc < -5

Message template

USD/JPY 5d RoC at {usdjpy_5d_roc:.1f}% — aggressive yen carry unwind, global de-risking risk.

Rendered with the current signals dict via Python str.format. Placeholders that fail to resolve fall back to the raw template (see _format_message in app/signals/alerts.py).

Cooldown / dedup

• Cooldown: none. Re-evaluation on every cycle.
• Dedup: at most one active (or acknowledged) row per alert_id at a time. Re-firing while active updates fired_at and the message but keeps the original first_fired_at.

Notifies

• Active alert feed (/api/v1/alerts/active, /alerts/summary).
• SSE stream (/api/v1/agents/stream) for real-time consumers.
• alert_fired webhook on first fire (critical-tier).
• alert_escalated webhook (critical-only).
• alert_resolved webhook when the condition clears (non-cross-detection alerts only).

See also

• Signal fields referenced: usdjpy_5d_roc (no dedicated KB article yet — see /humans#signal-reference).
• Alert reference (legacy monolith)
• Live alerts feed